Anic Equity¶

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Total return since start: 0.707 %¶

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Equity now: -----------------------------> 52156.24 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45821.21 Kr¶

PnL: ---------------------------------------> -931.79 Kr¶

DD now: ---------------------------------> -1.815 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 12:39:22.637609'

Anic Portfolio¶

Today¶

Return: -0.306 %¶

This Week¶

Return: -0.306 %¶

Total portfolio value¶

Return including deposits: 70.746 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.400000 2343.000000 154.000000 7.040000 2189.000000
SynAct Pharma 9 -0.670000 669.600000 24.600000 3.810000 645.000003
Embracer Group B 26 1.830000 686.400000 24.400000 3.690000 661.999988
Sdiptech B 3 1.300000 840.000000 18.000000 2.190000 822.000000
Biotage 4 0.390000 620.800000 17.800000 2.950000 603.000000
Xvivo Perfusion 3 0.700000 862.500000 17.500000 2.070000 845.000001
Vitrolife 3 2.580000 693.000000 16.000000 2.360000 677.000001
Addtech B 3 1.540000 714.000000 14.000000 2.000000 699.999999
Eastnine 6 -2.960000 669.600000 12.600000 1.920000 657.000000
Indutrade 5 1.560000 1331.000000 11.000000 0.830000 1320.000000
BHG Group 49 -6.890000 648.760000 9.760000 1.530000 638.999984
Addnode Group B 6 1.600000 761.400000 9.400000 1.250000 751.999998
Latour B 2 2.240000 456.000000 7.000000 1.560000 449.000000
BONESUPPORT HOLDING 10 -0.240000 1230.000000 6.000000 0.490000 1224.000000
Nolato B 12 -0.730000 653.400000 5.400000 0.830000 648.000000
Fortnox 10 3.620000 670.400000 2.400000 0.360000 668.000000
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
NCC B 7 -0.960000 652.400000 -1.600000 -0.240000 653.999997
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
Lime Technologies 2 -1.180000 587.000000 -6.000000 -1.010000 593.000000
Sampo Oyj SDB 1 -0.600000 499.000000 -6.000000 -1.190000 505.000000
Volati 5 -4.720000 565.000000 -9.000000 -1.570000 574.000000
Investor B 3 0.330000 647.700000 -10.300000 -1.570000 657.999999
SCA A 4 -0.680000 586.400000 -12.600000 -2.100000 599.000000
Humana 40 1.740000 654.400000 -19.600000 -2.910000 674.000000
Sedana Medical 135 -2.860000 4303.800000 -27.200000 -0.630000 4330.999935
Balco Group 39 -1.360000 1834.950000 -40.050000 -2.140000 1874.999997
Ambea 68 0.940000 2482.000000 -55.000000 -2.170000 2537.000032
Lundin Gold 7 0.770000 917.000000 -57.000000 -5.850000 973.999999
Creades A 7 1.030000 547.400000 -63.600000 -10.410000 610.999998
Investor A 16 0.190000 3462.400000 -82.600000 -2.330000 3545.000000
New Wave B 40 -0.810000 3788.000000 -128.000000 -3.270000 3916.000000
Gaming Innovation Group 161 0.000000 4041.100000 -146.900000 -3.510000 4187.999942
Wästbygg Gruppen B 80 -2.350000 2664.000000 -207.000000 -7.210000 2871.000000
Bactiguard Holding B 37 -3.760000 2560.400000 -406.600000 -13.700000 2966.999993
TOTAL 45821.210000 -931.790000 -1.81495% 46752.999863

Updated:¶

'2023-06-13 12:39:39.982084'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶